I need to solve B

A portfolio manager summarizes the input from the macro and micro forecasters in the following table Micro Forecasts Residual Standard Expected Asset Return (%) Beta Deviation (%) Stock A Stock B Stock C Stock D 24 20 16 12 60 68 62 1.9 1.2 Macro Forecasts Expected Standard Return Deviation Asset T-bills Passive equity portfolio 17 24 a. Calculate expected excess returns, alpha values, and residual variances for these stocks. (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round "Alpha values" to 1 decimal place.) Stock A Stock B Stock C Stock D 131% 91% (11.9)| % 4,624 11% Excess returns Alpha values Residual variances (57)| % (12.2) % 3,025 36 3,844 b. Compute the proportion in the optimal risky portfolio. (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) Proportion